The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
ANTERO MIDSTREAM | COM | 03676B102 | 1,090 | 519,200 | SH | SOLE | 519,200 | 0 | 0 | ||
APOLLO SENIOR FLOATING RATE | COM | 037636107 | 168 | 14,507 | SH | SOLE | 14,507 | 0 | 0 | ||
BANK OF AMERICA | 7.25CNV PFD L | 060505682 | 1,140 | 883 | SH | SOLE | 883 | 0 | 0 | ||
BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | COM | 09255X100 | 383 | 38,276 | SH | SOLE | 38,276 | 0 | 0 | ||
BLACKROCK LIMITED DURATION INCOME TRUST | COM SHS | 09249W101 | 232 | 18,396 | SH | SOLE | 18,396 | 0 | 0 | ||
BLUEKNIGHT ENERGY PARTNERS | COM UNIT | 09625U109 | 2,289 | 2,600,000 | SH | SOLE | 2,600,000 | 0 | 0 | ||
BRAEMAR HOTELS AND RESORTS | 5.5 CUM CV PFD B | 10482B200 | 592 | 104,390 | SH | SOLE | 104,390 | 0 | 0 | ||
CBRE GROUP | CL A | 12504L109 | 394 | 10,442 | SH | SOLE | 10,442 | 0 | 0 | ||
CINEDIGM CORP | COM NEW | 172406209 | 105 | 288,852 | SH | SOLE | 288,852 | 0 | 0 | ||
CLEAR CHANNEL HOLDINGS INC | COM | 18453H106 | 1,261 | 1,970,000 | SH | SOLE | 1,970,000 | 0 | 0 | ||
COLONY CAPITAL | CL A COM | 19626G108 | 616 | 351,824 | SH | SOLE | 351,824 | 0 | 0 | ||
CUMULUS MEDIA INC | COM CLASS A | 231082801 | 3,620 | 671,080 | SH | SOLE | 671,080 | 0 | 0 | ||
CURO GROUP | COM | 23131L107 | 508 | 95,855 | SH | SOLE | 95,855 | 0 | 0 | ||
DASEKE | COM | 23753F107 | 162 | 115,497 | SH | SOLE | 115,497 | 0 | 0 | ||
DASEKE | *W EXP 02/27/202 | 23753F115 | 275 | 3,054,273 | SH | SOLE | 3,054,273 | 0 | 0 | ||
EATON VANCE LIMITED DURATION INCOME FUND | COM | 27828H105 | 2,296 | 217,221 | SH | SOLE | 217,221 | 0 | 0 | ||
EATON VANCE SENIOR INCOME TRUST | SH BEN INT | 27826S103 | 167 | 36,329 | SH | SOLE | 36,329 | 0 | 0 | ||
EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | COM | 27828V104 | 378 | 34,588 | SH | SOLE | 34,588 | 0 | 0 | ||
EL PASO ENERGY CAPITAL TRUST | PFD CV TR SECS | 283678209 | 341 | 7,706 | SH | SOLE | 7,706 | 0 | 0 | ||
EMMIS COMMUNICATIONS | COM NEW CL A | 291525400 | 2,477 | 1,229,076 | SH | SOLE | 1,229,076 | 0 | 0 | ||
ENTERPRISE PRODUCTS PARTNERS L.P. | COM | 293792107 | 210 | 14,710 | SH | SOLE | 14,710 | 0 | 0 | ||
FLY LEASING | SPONSORED ADR | 34407D109 | 87 | 12,339 | SH | SOLE | 12,339 | 0 | 0 | ||
GDL FUND | COM SH BEN IT | 361570104 | 1,197 | 152,618 | SH | SOLE | 152,618 | 0 | 0 | ||
GENESIS ENERGY L.P. | UNIT LTD PARTN | 371927104 | 80 | 20,500 | SH | SOLE | 20,500 | 0 | 0 | ||
HOSTESS BRANDS | *W EXP 11/04/202 | 44109J114 | 2,032 | 3,534,461 | SH | SOLE | 3,534,461 | 0 | 0 | ||
KAYNE ANDERSON MIDSTREAM/ENERGY FUND | COM | 48661E108 | 674 | 202,441 | SH | SOLE | 202,441 | 0 | 0 | ||
KAYNE ANDERSON MLP INVESTMENT COMPANY | COM | 486606106 | 1,033 | 284,482 | SH | SOLE | 284,482 | 0 | 0 | ||
MEDIACO HOLDING | CL A | 58450D104 | 626 | 147,711 | SH | SOLE | 147,711 | 0 | 0 | ||
NEW YORK COMMUNITY BANCORP TRUST | UNIT 11/01/2051 | 64944P307 | 3,107 | 73,311 | SH | SOLE | 73,311 | 0 | 0 | ||
NUVEEN CREDIT STRATEGIES INCOME FUND | COM SHS | 67073D102 | 1,547 | 272,805 | SH | SOLE | 272,805 | 0 | 0 | ||
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | COM SHS | 6706EN100 | 344 | 46,255 | SH | SOLE | 46,255 | 0 | 0 | ||
PIONEER FLOATING RATE TRUST | COM | 72369J102 | 366 | 47,798 | SH | SOLE | 47,798 | 0 | 0 | ||
RLJ LODGING TRUST | CUM CONV PFD A | 74965L200 | 688 | 39,087 | SH | SOLE | 39,087 | 0 | 0 | ||
SALIENT MIDSTREAM AND MLP FUND | SH BEN INT | 79471V105 | 280 | 80,550 | SH | SOLE | 80,550 | 0 | 0 | ||
URBAN ONE CLASS D | CL D NON VTG | 91705J204 | 3,333 | 3,366,321 | SH | SOLE | 3,366,321 | 0 | 0 | ||
US ECOLOGY | COM | 91734M103 | 1,564 | 51,441 | SH | SOLE | 51,441 | 0 | 0 | ||
US ECOLOGY | *W EXP 10/17/202 | 91734M111 | 1,455 | 330,587 | SH | SOLE | 330,587 | 0 | 0 | ||
USA COMPRESSION PARTNERS | COMUNIT LTDPAR | 90290N109 | 922 | 162,957 | PRN | SOLE | 162,957 | 0 | 0 | ||
WELLS FARGO AND COMPANY | PERP PFD CNV A | 949746804 | 871 | 681 | PRN | SOLE | 681 | 0 | 0 | ||
WILLSCOT CORPORATION | COM | 971375126 | 934 | 92,219 | PRN | SOLE | 92,219 | 0 | 0 | ||
AIR TRANSPORT SERVICES GROUP | NOTE 1.12510/1 | 00922RAB1 | 20,219 | 23,391,000 | PRN | SOLE | 0 | 0 | 0 | ||
AKAMAI TECH | NOTE 0.125 5/0 | 00971TAJ0 | 63,116 | 56,480,000 | PRN | SOLE | 0 | 0 | 0 | ||
ALTAIR ENGINEERING | NOTE 0.250 6/0 | 021369AA1 | 767 | 863,000 | PRN | SOLE | 0 | 0 | 0 | ||
ATLANTICUS HOLDINGS | NOTE 5.87511/3 | 20478NAD2 | 5,315 | 7,593,000 | PRN | SOLE | 0 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HOLDINGS | NOTE 1.875 6/0 | 049164BJ4 | 4,516 | 5,558,000 | PRN | SOLE | 0 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HOLDINGS INC. | NOTE 2.250 6/0 | 049164BH8 | 18 | 20,000 | PRN | SOLE | 0 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599 8/0 | 09061GAH4 | 4,664 | 4,450,000 | PRN | SOLE | 0 | 0 | 0 | ||
BOOKING HOLDINGS | NOTE 0.900 9/1 | 741503AX4 | 30,412 | 30,111,000 | PRN | SOLE | 0 | 0 | 0 | ||
BOOKING HOLDINGS | NOTE 0.350 6/1 | 741503AS5 | 12,096 | 10,800,000 | PRN | SOLE | 0 | 0 | 0 | ||
CLEVELAND-CLIFFS | DBCV 1.500 1/1 | 185899AA9 | 2,339 | 3,360,000 | PRN | SOLE | 0 | 0 | 0 | ||
COLONY CAPITAL | NOTE 5.000 4/1 | 19624RAA4 | 4,020 | 4,963,000 | PRN | SOLE | 0 | 0 | 0 | ||
COWEN GROUP INC. | NOTE 3.00012/1 | 223622AE1 | 38,112 | 42,025,000 | PRN | SOLE | 0 | 0 | 0 | ||
CSG SYSTEMS INTERNATIONAL INC | NOTE 4.250 3/1 | 126349AF6 | 30,141 | 29,351,000 | PRN | SOLE | 0 | 0 | 0 | ||
CYPRESS SEMICONDUCTOR CORPORATION | NOTE 2.000 2/0 | 232806AP4 | 1,199 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
DEXCOM | NOTE 0.75012/0 | 252131AH0 | 2,606 | 1,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
DISH NETWORK | NOTE 3.375 8/1 | 25470MAB5 | 1,022 | 1,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
DISH NETWORK | NOTE 2.375 3/1 | 25470MAD1 | 821 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
DOCUSIGN | NOTE 0.500 9/1 | 256163AB2 | 1,550 | 1,100,000 | PRN | SOLE | 0 | 0 | 0 | ||
DYCOM INDUSTRIES INC | NOTE 0.750 9/1 | 267475AB7 | 864 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
EURONET WORLDWIDE INC | NOTE 0.750 3/1 | 298736AL3 | 21,674 | 23,495,000 | PRN | SOLE | 0 | 0 | 0 | ||
EXACT SCIENCES | NOTE 0.375 3/1 | 30063PAB1 | 6,375 | 7,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
EXACT SCIENCES | NOTE 0.375 3/0 | 30063PAC9 | 5,644 | 7,110,000 | PRN | SOLE | 0 | 0 | 0 | ||
EZCORP INC | NOTE 2.875 7/0 | 302301AF3 | 1,004 | 1,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
FIRST MAJESTIC SILVER | NOTE 1.875 3/0 | 32076VAB9 | 2,703 | 2,730,000 | PRN | SOLE | 0 | 0 | 0 | ||
FLEXION THERAPEUTICS | NOTE 3.375 5/0 | 33938JAB2 | 12,732 | 15,828,000 | PRN | SOLE | 0 | 0 | 0 | ||
FORTIVE | NOTE 0.875 2/1 | 34959JAK4 | 13,418 | 14,380,000 | PRN | SOLE | 0 | 0 | 0 | ||
GREENBRIER COMPANIES | NOTE 2.875 2/0 | 393657AK7 | 10,836 | 13,440,000 | PRN | SOLE | 0 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GROUP | NOTE 4.125 9/1 | 42330PAJ6 | 2,296 | 3,489,000 | PRN | SOLE | 0 | 0 | 0 | ||
HOPE BANCORP | NOTE 2.000 5/1 | 43940TAB5 | 16,604 | 19,915,000 | PRN | SOLE | 0 | 0 | 0 | ||
HUBSPOT | NOTE 0.250 6/0 | 443573AB6 | 2,234 | 1,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
II-VI | NOTE 0.250 9/0 | 902104AB4 | 6,585 | 7,090,000 | PRN | SOLE | 0 | 0 | 0 | ||
ILLUMINA INC | NOTE 8/1 | 452327AK5 | 3,382 | 3,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
ILLUMINA INC. | NOTE 0.500 6/1 | 452327AH2 | 62,144 | 50,575,000 | PRN | SOLE | 0 | 0 | 0 | ||
INSMED | NOTE 1.750 1/1 | 457669AA7 | 9,226 | 10,910,000 | PRN | SOLE | 0 | 0 | 0 | ||
INVITATION HOMES | NOTE 3.500 1/1 | 19625XAB8 | 1,654 | 1,560,000 | PRN | SOLE | 0 | 0 | 0 | ||
ISTAR INC | NOTE 3.125 9/1 | 45031UCB5 | 3,378 | 3,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
JOHNSON AND JOHNSON | SDCV 7/2 | 02261WAB5 | 2,700 | 1,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
KAMAN CORPORATION | NOTE 3.250 5/0 | 483548AF0 | 61,865 | 63,338,000 | PRN | SOLE | 0 | 0 | 0 | ||
KBR | NOTE 2.50011/0 | 48242WAB2 | 10,472 | 9,990,000 | PRN | SOLE | 0 | 0 | 0 | ||
LENDINGTREE INC | NOTE 0.625 6/0 | 52603BAA5 | 1,125 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
LIBERTY MEDIA | NOTE 1.37510/1 | 531229AB8 | 38,955 | 40,578,000 | PRN | SOLE | 0 | 0 | 0 | ||
LIBERTY MEDIA | DEB 3.750 2/1 | 530715AL5 | 823 | 1,266,000 | PRN | SOLE | 0 | 0 | 0 | ||
LIVE NATION ENTERTAINMENT | NOTE 2.500 3/1 | 538034AQ2 | 287 | 300,000 | PRN | SOLE | 0 | 0 | 0 | ||
LUMENTUM HOLDINGS | NOTE 0.250 3/1 | 55024UAB5 | 1,056 | 775,000 | PRN | SOLE | 0 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE | NOTE 2.00010/0 | 55608BAB1 | 846 | 1,025,885 | PRN | SOLE | 0 | 0 | 0 | ||
MERCADOLIBRE | NOTE 2.000 8/1 | 58733RAD4 | 1,957 | 1,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
MERITOR | NOTE 3.25010/1 | 59001KAF7 | 1,427 | 1,635,000 | PRN | SOLE | 0 | 0 | 0 | ||
MESA LABORATORIES | NOTE 1.375 8/1 | 59064RAA7 | 2,962 | 2,910,000 | PRN | SOLE | 0 | 0 | 0 | ||
MFA FINANCIAL | NOTE 6.250 6/1 | 55272XAA0 | 285 | 518,000 | PRN | SOLE | 0 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625 2/1 | 595017AF1 | 12,477 | 12,055,000 | PRN | SOLE | 0 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INCORPORATED | NOTE 2.250 2/1 | 595017AH7 | 1,418 | 1,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
NABORS INDUSTRIES INC. | NOTE 0.750 1/1 | 62957HAB1 | 263 | 1,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
NANTHEALTH | NOTE 5.50012/1 | 630104AB3 | 2,430 | 2,795,000 | PRN | SOLE | 0 | 0 | 0 | ||
NATIONAL HEALTH INVESTORS INC. | NOTE 3.250 4/0 | 63633DAE4 | 12,613 | 12,550,000 | PRN | SOLE | 0 | 0 | 0 | ||
NRG ENERGY INC | DBCV 2.750 6/0 | 629377CG5 | 23,902 | 24,515,000 | PRN | SOLE | 0 | 0 | 0 | ||
OIL STATES INTERNATIONAL INC. | NOTE 1.500 2/1 | 678026AH8 | 372 | 900,000 | PRN | SOLE | 0 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.62510/1 | 682189AP0 | 18,748 | 18,762,000 | PRN | SOLE | 0 | 0 | 0 | ||
PALO ALTO NETWORKS | NOTE 0.750 7/0 | 697435AD7 | 36,052 | 37,515,000 | PRN | SOLE | 0 | 0 | 0 | ||
PRA GROUP INC. | NOTE 3.500 6/0 | 69354NAB2 | 12,677 | 14,464,000 | PRN | SOLE | 0 | 0 | 0 | ||
PRETIUM RESOURCES | NOTE 2.250 3/1 | 74139CAB8 | 1,595 | 1,750,000 | PRN | SOLE | 0 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 6.375 3/0 | 74348TAT9 | 10,911 | 12,614,000 | PRN | SOLE | 0 | 0 | 0 | ||
READY CAPITAL | 7 CN SR NT 2023 | 75574U200 | 692 | 46,500 | PRN | SOLE | 0 | 0 | 0 | ||
REALPAGE | NOTE 1.50011/1 | 75606NAB5 | 2,050 | 1,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
REPLIGEN | NOTE 0.375 7/1 | 759916AB5 | 527 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
RH | NOTE 6/1 | 74967XAA1 | 6,299 | 7,736,000 | PRN | SOLE | 0 | 0 | 0 | ||
RH | DBCV 7/1 | 761283AC4 | 1,044 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
SEACOR HOLDING INC | NOTE 3.00011/1 | 81170YAB5 | 1,508 | 1,525,000 | PRN | SOLE | 0 | 0 | 0 | ||
SHIP FINANCE INTERNATIONAL | NOTE 5.75010/1 | G81075AF3 | 3,152 | 3,545,000 | PRN | SOLE | 0 | 0 | 0 | ||
SILICON LABORATORIES | NOTE 1.375 3/0 | 826919AB8 | 15,535 | 13,940,000 | PRN | SOLE | 0 | 0 | 0 | ||
SM ENERGY COMPANY | NOTE 1.500 7/0 | 78454LAM2 | 325 | 767,000 | PRN | SOLE | 0 | 0 | 0 | ||
SPLUNK | NOTE 1.125 9/1 | 848637AD6 | 19,994 | 18,160,000 | PRN | SOLE | 0 | 0 | 0 | ||
SPLUNK | NOTE 0.500 9/1 | 848637AC8 | 1,109 | 1,030,000 | PRN | SOLE | 0 | 0 | 0 | ||
SQUARE | NOTE 0.500 5/1 | 852234AD5 | 20,309 | 19,575,000 | PRN | SOLE | 0 | 0 | 0 | ||
SUPERNUS PHARMACEUTICALS | NOTE 0.625 4/0 | 868459AD0 | 411 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
SUTTER ROCK CAPITAL CORP | NOTE 4.750 3/2 | 36191JAC5 | 1,775 | 1,887,000 | PRN | SOLE | 0 | 0 | 0 | ||
TEAM | NOTE 5.000 8/0 | 878155AE0 | 6,314 | 8,635,000 | PRN | SOLE | 0 | 0 | 0 | ||
TEEKAY | NOTE 5.000 1/1 | 87900YAE3 | 3,472 | 4,221,000 | PRN | SOLE | 0 | 0 | 0 | ||
TEVA PHARM | DBCV 0.250 2/0 | 88163VAE9 | 928 | 987,000 | PRN | SOLE | 0 | 0 | 0 | ||
THERAVANCE BIOPHARMA | NOTE 3.25011/0 | 88339KAA0 | 7,237 | 7,273,000 | PRN | SOLE | 0 | 0 | 0 | ||
TPG SPECIALTY LENDING INC. | NOTE 4.500 8/0 | 87265KAD4 | 1,818 | 2,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
NOTE 1.000 9/1 | 90184LAD4 | 19 | 20,000 | PRN | SOLE | 0 | 0 | 0 | |||
UNISYS | NOTE 5.500 3/0 | 909214BS6 | 1,059 | 780,000 | PRN | SOLE | 0 | 0 | 0 | ||
WAYFAIR INC | NOTE 1.12511/0 | 94419LAD3 | 883 | 1,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
WESTERN DIGITAL CORP | NOTE 1.500 2/0 | 958102AP0 | 1,775 | 2,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
WORKDAY INC | NOTE 0.25010/0 | 98138HAF8 | 31,362 | 28,159,000 | PRN | SOLE | 0 | 0 | 0 |